4 papers
Robust Nonparametric Methods for -Mixing Sequences via Median-of-Means
Attila Lovas, Marcell Tukora
The median-of-means (MoM) estimator is a robust alternative to the sample mean for heavy-tailed or contaminated data. While its non-asymptotic properties are well understood for i.…
Sharp Mixing Rates for Markov Chains on General Spaces with Unbounded Random Environments
Attila Lovas, Miklós Rásonyi, Lionel Truquet
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove…
Mixing properties of some Markov chains models in random environments
Attila Lovas, Lionel Truquet
Markov chains in random environments (MCREs) have recently attracted renewed interest, as these processes naturally arise in many applications, such as econometrics and machine lea…
Transition of -mixing in Random Iterations with Applications in Queuing Theory
Attila Lovas
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Ke…